| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 652948.1715 | 690824.95 | -37876.7785 | 317871.7979 | 1850130.1247 | -1532258.3268 |
| Total P&L (%) | 652.9482 | 690.825 | -37.8768 | 317.8718 | 1850.1301 | -1532.2583 |
| Avg Daily Profit (%) | 0.2998 | 0.3172 | -0.0174 | 0.0657 | 0.1365 | 0 |
| Buy And Hold Return (%) | 113.5202 | 113.5202 | 113.5202 | 113.5202 | 113.5202 | 113.5202 |
| Max Trade Drawdown | -185315 | -112138 | -126854 | -2986887 | -1944814 | -1889522 |
| Profit Factor | 1.8726 | 3.0814 | 0.909 | 1.0407 | 1.5295 | 0.6445 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 35 | 22 | 13 | 35 | 22 | 13 |
| Losing Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Profitability (%) | 39.3258 | 48.8889 | 29.5455 | 39.3258 | 48.8889 | 29.5455 |
| Ratio Avg Win / Avg Loss | 2.8892 | 3.2215 | 2.1677 | 1.6057 | 1.599 | 1.5368 |
| Largest Winning Trade | 298838 | 298838 | 66453 | 1213730 | 1213730 | 692109 |
| Largest Losing Trade | -33296 | -28808 | -33296 | -979035 | -979035 | -623480 |
| Avg Bars in Trades | 94 | 90 | 98 | 94 | 90 | 98 |
| Avg Bars in Winners | 162 | 130 | 216 | 162 | 130 | 216 |
| Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
| Bars Traded | 8410 | 4080 | 4329 | 8410 | 4080 | 4329 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 277181 | 502225 | -587722 | -287049 | -8186 | -587722 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8712,
"evaluation_days": 2178,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574510400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760132857735,
"expiration_time": 1765764576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 30,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
652948.1715081492,
690824.9500277961,
-37876.7785196468,
317871.797853983,
1850130.1246868789,
-1532258.326832897
],
[
652.948172,
690.82495,
-37.876779,
317.871798,
1850.130125,
-1532.258327
],
[
0.299793,
0.317183,
-0.017391,
0.065678,
0.136479,
0
],
[
113.520198,
113.520198,
113.520198,
113.520198,
113.520198,
113.520198
],
[
-185315,
-112138,
-126854,
-2986887,
-1944814,
-1889522
],
[
1.872624,
3.081421,
0.909028,
1.040731,
1.529473,
0.644474
],
[
89,
45,
44,
89,
45,
44
],
[
35,
22,
13,
35,
22,
13
],
[
54,
23,
31,
54,
23,
31
],
[
39.325843,
48.888889,
29.545455,
39.325843,
48.888889,
29.545455
],
[
2.889191,
3.221486,
2.167683,
1.6057,
1.598994,
1.536823
],
[
298838,
298838,
66453,
1213730,
1213730,
692109
],
[
-33296,
-28808,
-33296,
-979035,
-979035,
-623480
],
[
94,
90,
98,
94,
90,
98
],
[
162,
130,
216,
162,
130,
216
],
[
50,
52,
48,
50,
52,
48
],
[
8410,
4080,
4329,
8410,
4080,
4329
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
277181,
502225,
-587722,
-287049,
-8186,
-587722
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8712,
"evaluation_days": 2178,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574510400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760132857735,
"expiration_time": 1765764576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 30,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|